Analysis and forecasting of risk in count processes
Annika Homburg, Christian H. Weiß, Gabriel Frahm, Layth C. Alwan and Rainer Göb
| Year of publication: |
2021
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|---|---|
| Authors: | Homburg, Annika ; Weiß, Christian ; Frahm, Gabriel ; Alwan, Layth C. ; Göb, Rainer |
| Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 4, Art.-No. 182, p. 1-25
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| Subject: | expected shortfall | count time series | expectiles | Gaussian approximation | mid quantiles | tail conditional expectation | value at risk | Risikomaß | Risk measure | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Impact-Factor: 0.95 (Stand 2021) Kein SJR Faktor Stand 2020) kein H-Index: (Stand 2021) |
| Other identifiers: | 10.3390/jrfm14040182 [DOI] hdl:10419/239598 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012522289